Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

The exponential growth in data availability in recent years has led to new formulations of data-driven optimization problems. One such formulation is that of stochastic optimization problems with contextual information, where the goal is to optimize the expected value of a certain function given some contextual information (also called features) that accompany the main data … Read more